+161.2%
PANW vs HCA
+59.6%
+101.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.3% |
| 7D | -0.8% | +5.4% | -6.2% | -0.9% |
| 30D | -14.6% | +3.0% | -17.5% | -14.6% |
| 3M | +18.3% | +13.0% | +5.3% | +18.0% |
| 6M | +100.5% | -20.3% | +120.7% | +103.8% |
| YTD | +79.5% | -8.2% | +87.7% | +80.5% |
| 1Y | +66.7% | +6.7% | +60.0% | +64.7% |
| 3Y | +161.2% | +60.4% | +100.9% | +148.5% |
| All | +161.2% | +59.6% | +101.6% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling